-40.7%
NRG vs IRE
-97.6%
+56.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.4% | +13.4% | +0.4% |
| 7D | +10.0% | -31.8% | +41.8% | +13.6% |
| 30D | -3.2% | -71.8% | +68.5% | +5.7% |
| 3M | -18.5% | -88.9% | +70.4% | -4.8% |
| 6M | -25.3% | -95.4% | +70.1% | -11.7% |
| YTD | -38.1% | -94.2% | +56.1% | -34.2% |
| 1Y | -40.7% | -97.1% | +56.4% | -33.3% |
| All | -40.7% | -97.6% | +56.9% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling